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Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets
Journal article   Peer reviewed

Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets

Thomas C. Chiang, Lin Tan and Huimin Li
Quantitative finance, v 7(6), pp 651-667
01 Dec 2007

Abstract

Comovement Correlation modelling GARCH models Volatility modelling
This paper examines the dynamic correlation structure between A-share and B-share stock returns based on three different measures of correlation coefficients. Testing the models by employing daily stock-return data for the period from 1996 through 2003, we reach the following empirical conclusions. First, the correlation coefficients between A-share and B-share stock returns are time varying. Second, the dynamic path of the correlation coefficients indicates that the correlation coefficients are significantly correlated with the trend factor. Third, there is a substantial spillover effect from the Asian crisis to Chinese stock-return dynamic correlations. Fourth, the evidence suggests that the time-varying correlations are significantly associated with excessive trading activity as measured by excessive trading volumes and high-low price differentials. Fifth, the correlation between A-share and B-share markets has increased since the relaxation of the restriction on B-share market investments by domestic investors.

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Collaboration types
Domestic collaboration
Web of Science research areas
Business, Finance
Economics
Mathematics, Interdisciplinary Applications
Social Sciences, Mathematical Methods
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